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A new use of ESPRIT for detection and model order estimation

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1 Author(s)
Silverstein, S.D. ; GE Corp. Res. & Dev., Schenectady, NY, USA

This work studies the distribution of the ESPRIT roots in the complex z plane. Real source roots are tightly clustered about their true values, while pseudoroots corresponding to overestimated nonexisting sources are distributed broadly with a phase angle bias away from the real source roots. The ESPRIT roots distributions can be coupled with Neyman-Pearson tests for detection/system model order estimation. A mathematical derivation of the asymptotic distribution of the pseudoroots is given.<>

Published in:

Signal Processing Letters, IEEE  (Volume:1 ,  Issue: 10 )